Related papers: A Minimax Optimal Controller for Positive Systems
In this paper, an optimal output consensus problem is studied for discrete-time linear multiagent systems subject to external disturbances. Each agent is assigned with a local cost function which is known only to itself. Distributed…
In this letter, we discuss the problem of optimal control for affine systems in the context of data-driven linear programming. First, we introduce a unified framework for the fixed point characterization of the value function, Q-function…
In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…
The second part of our study is devoted to an analysis of the exactness of penalty functions for optimal control problems with terminal and pointwise state constraints. We demonstrate that with the use of the exact penalty function method…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
We consider the optimal control of linear systems over wireless MIMO fading channels, where the MIMO wireless fading and random access of the remote controller may cause intermittent controllability or uncontrollability of the closed-loop…
In this paper, we consider ensembles of control-affine systems in $\mathbb{R}^d$, and we study simultaneous optimal control problems related to the worst-case minimization. After proving that such problems admit solutions, denoting with…
The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging…
We consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…
In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…
The paper deals with a Bolza optimal control problem for a dynamical system which motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this…
Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…